An error message using fmincon

Dear all,

I minimize this function.

 g=randn(1000,1);
 u=randn(1000,1);
ff = @(x)   sum(   (   g(2:end)- x(1)- x(2)*(g(1:end-1)-x(1)) - u(2:end)*x(3)    ).^2       );
   xx = fmincon(ff,[0.1 0.2 0.3],[],[],[],[],[],[],@unitdisk3,options);
 

where

   function [c,ceq] = unitdisk3(x)
c = [ x(2)-0.999;  -x(2)-0.999  ;- x(3) +0.001 ];
ceq = [];

end

but I get this error message

Error using vertcat
Dimensions of arrays being concatenated are not consistent.

Error in unitdisk3 (line 2)
c = [ x(2)-0.999;  -x(2)-0.999  ;- x(3) +0.001 ];

Error in fmincon (line 633)
        [ctmp,ceqtmp] = feval(confcn{3},X,varargin{:});

Caused by:
    Failure in initial nonlinear constraint function evaluation. FMINCON cannot
    continue.
    
    

Any ideas why?

Answer 1

[Sulaymon Eshkabilov]

Hi Ektor,

You have done a good work except for two small flaws, but crucial ones. Here are the corrected scripts:

function [c,ceq] = unitdisk3(x)
c = [ x(1)-0.999,  -x(2)-0.999 , - x(3) +0.001 ];
ceq = [];
end

g=randn(1000,1);
u=randn(1000,1);
options = optimoptions('fmincon','Display','off', 'Algorithm', 'active-set');
ff = @(x) sum((g(2:end)- x(1)- x(2)*(g(1:end-1)-x(1)) - u(2:end)*x(3)).^2);
xx = fmincon(ff,[0.1 0.2 0.3],[],[],[],[],[],[],@unitdisk3,options);

Good luck.

[ektor]

Great!